In this paper we introduce a method for the approximation of the matrix exponential obtained by interpolation in zeros of Faber polynomials. In particular, we relate this computation to the solution of linear IVPs. Numerical examples arising from practical problems are examined.
An interpolatory approximation of the matrix exponential based on Faber polynomials
NOVATI, PAOLO;
2001
Abstract
In this paper we introduce a method for the approximation of the matrix exponential obtained by interpolation in zeros of Faber polynomials. In particular, we relate this computation to the solution of linear IVPs. Numerical examples arising from practical problems are examined.
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